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TYL vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TYL vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyler Technologies, Inc. (TYL) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TYL achieves a -32.69% return, which is significantly lower than COST's 11.13% return. Over the past 10 years, TYL has underperformed COST with an annualized return of 6.61%, while COST has yielded a comparatively higher 21.05% annualized return.


TYL

1D
-1.31%
1M
-3.95%
6M
-15.80%
YTD
-32.69%
1Y
-47.47%
3Y*
-7.17%
5Y*
-8.99%
10Y*
6.61%
ALL TIME*
9.24%

COST

1D
0.23%
1M
0.41%
6M
-1.17%
YTD
11.13%
1Y
0.75%
3Y*
21.68%
5Y*
18.27%
10Y*
21.05%
ALL TIME*
16.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.88B$2.07B$2.36B
$311.75M$251.70M$268.57M

TYL vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TYL
Tyler Technologies, Inc.
-32.69%-21.28%37.91%29.69%-40.07%23.24%45.50%61.46%4.95%24.01%
COST
Costco Wholesale Corporation
11.13%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Correlation

The correlation between TYL and COST is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.40

Correlation (10Y)
Provides a long-term view across more market conditions.

0.35

Correlation (All Time)
Calculated using the full available price history since Sep 22, 1993

0.24

The correlation between TYL and COST shifts across timeframes, from 0.17 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TYL:

$12.51B

COST:

$423.11B

EPS

TYL:

$7.54

COST:

$26.51

PE Ratio

TYL:

40.55

COST:

35.99

PEG Ratio

TYL:

2.17

COST:

2.81

PS Ratio

TYL:

5.42

COST:

1.08

Total Revenue (TTM)

TYL:

$2.43B

COST:

$293.59B

Gross Profit (TTM)

TYL:

$1.13B

COST:

$11.12B

EBITDA (TTM)

TYL:

$469.56M

COST:

$12.48B

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Return for Risk

TYL vs. COST — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TYL
TYL Risk / Return Rank: 66
Overall Rank
TYL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TYL Sortino Ratio Rank: 44
Sortino Ratio Rank
TYL Omega Ratio Rank: 44
Omega Ratio Rank
TYL Calmar Ratio Rank: 99
Calmar Ratio Rank
TYL Martin Ratio Rank: 1111
Martin Ratio Rank

COST
COST Risk / Return Rank: 4242
Overall Rank
COST Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
COST Sortino Ratio Rank: 3838
Sortino Ratio Rank
COST Omega Ratio Rank: 3737
Omega Ratio Rank
COST Calmar Ratio Rank: 4545
Calmar Ratio Rank
COST Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TYL vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyler Technologies, Inc. (TYL) and Costco Wholesale Corporation (COST). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TYLCOSTDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

0.78

1.02

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.87

0.05

-0.91

Martin ratioReturn relative to average drawdown

-1.31

0.10

-1.40

TYL vs. COST - Sharpe Ratio Comparison

The current TYL Sharpe Ratio is -1.19, which is lower than the COST Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of TYL and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TYL vs. COST - Drawdown Comparison

The maximum TYL drawdown since its inception was -93.50%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for TYL and COST.


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Drawdown Indicators


TYLCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-93.50%

-53.39%

-40.11%

Max Drawdown (1Y)

Largest decline over 1 year

-55.00%

-16.57%

-38.43%

Max Drawdown (3Y)

Largest decline over 3 years

-57.44%

-20.74%

-36.70%

Max Drawdown (5Y)

Largest decline over 5 years

-57.44%

-31.40%

-26.04%

Max Drawdown (10Y)

Largest decline over 10 years

-57.44%

-31.40%

-26.04%

Current Drawdown

Current decline from peak

-52.76%

-12.68%

-40.08%

Average Drawdown

Average peak-to-trough decline

-39.59%

-13.36%

-26.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.40%

7.85%

+28.55%

Volatility

TYL vs. COST - Volatility Comparison

Tyler Technologies, Inc. (TYL) has a higher volatility of 15.04% compared to Costco Wholesale Corporation (COST) at 6.76%. This indicates that TYL's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYLCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.04%

6.76%

+8.28%

Volatility (6M)

Calculated over the trailing 6-month period

34.89%

15.08%

+19.81%

Volatility (1Y)

Calculated over the trailing 1-year period

39.96%

19.91%

+20.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.64%

22.93%

+9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.49%

22.04%

+7.45%

Dividends

TYL vs. COST - Dividend Comparison

TYL has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.58%.


PositionTTM20252024202320222021202020192018201720162015
COST
Costco Wholesale Corporation
0.58%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
TYL
Tyler Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

TYL vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Tyler Technologies, Inc. and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

TYL vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Tyler Technologies, Inc. and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

TYL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tyler Technologies, Inc. reported a gross profit of 307.06M and revenue of 645.10M. Therefore, the gross margin over that period was 47.6%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.

TYL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tyler Technologies, Inc. reported an operating income of 95.10M and revenue of 645.10M, resulting in an operating margin of 14.7%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.

TYL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tyler Technologies, Inc. reported a net income of 93.51M and revenue of 645.10M, resulting in a net margin of 14.5%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.


Frequently Asked Questions


TYL and COST have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TYL has higher volatility (15.04%) compared to COST (6.76%). In terms of maximum drawdown, TYL dropped -93.50% vs COST's -53.39%.

COST currently has the higher Sharpe Ratio (0.04 vs -1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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